search results

  1. I am trying to price a very basic floating rate bond in python using the Quantlib (v1.2) SWIG wrapper. I modified the example included with the documentation.
    stackoverflow.com/questions/15273797/​pricing-a-floating... - Cached
  2. /usr/share/doc/quantlib-python/examples/american-option.py /usr/share/doc/quantlib-python/examples/basket-option.py ... Pricing a Floating Bond in quantlib using ...
    stackoverflow.com/questions/2943516/​python-quantlib-examples - Cached
  3. QuantLib: a free/open-source ... , operative implementation of cutting edge pricing models and ... The QuantLib license is a modified BSD license suitable for use in ...
    quantlib.org - Cached
  4. Floating Rate bond pricing related ... the calculation using the SWIG Python ... html > Sent from the quantlib-users mailing list archive at ...
    quantlib.10058.n7.nabble.com/Floating-​Rate-bond-pricing... - Cached
  5. Floating rate bond pricing ... function evaluates a floating rate bond using discount ... by DiscountingBondEngine from QuantLib. The NPV, clean price, ...
    hosho.ees.hokudai.ac.jp/.../html/​FloatingRateBond.html - Cached
  6. I am trying to price a floating rate bond that depends on the rate of a Treasury instrument. ... in QuantLib? Not as such. You might use IborIndex as a proxy, ...
    quantlib .10058.n7.nabble.com/pricing-a-​floating-rate-bond... - Cached
  7. QuantLib can be compiled for Python using SWIG. Contents. ... Find Yield to Maturity of a Bond from its Price . from QuantLib import * effectiveDate = Date(30, 1, ...
    quantlib.referata.com/wiki/Python_​QuantLib_tutorial - Cached
  8. ... especially I would like to check my own calculations against QuantLib. By using pyt hon tests I came up with ... Floating Rate bond pricing related questions ...
    blog.gmane.org/​gmane.comp.finance.quantlib.user​/month=... - Cached
  9. Does anyone know how to use Qu antlib ... especially I would like to check my own calculations against QuantLib. By using python ... Floating Rate bond pricing ...
    blog.gmane.org/​gmane.comp.finance.quantlib.user​/page=64 - Cached
  10. Floating Rate bond pricing related questions in QL and QLXL: ... Can I price a convertible bond using QuantLib? ... Memory error in python with QuantLib.Date()
    news.gmane.org/​gmane.comp.finance.quantlib.user